May 26, 2018
Fast, high-quality pseudo random number generation
This package contains code for generating high quality random numbers that follow either a uniform or normal distribution. The generated numbers are suitable for use in statistical applications. The uniform PRNG uses Marsaglia’s MWC256 also known as MWC8222 multiply-with-carry generator, which has a period of 2^8222 and fares well in tests of randomness. It is also extremely fast, between 2 and 3 times faster than the Mersenne Twister. Compared to the mersenne-random package, this package has a more convenient API, is faster, and supports more statistical distributions.